-20.0%
ROP vs HUBB
+44.4%
-64.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -6.1% | +1.1% | -7.2% | -6.2% |
| 30D | -3.4% | -9.6% | +6.3% | -2.4% |
| 3M | +16.7% | -6.2% | +22.9% | +16.8% |
| 6M | +8.1% | -6.2% | +14.2% | +7.8% |
| YTD | -11.7% | +3.4% | -15.0% | -13.9% |
| 1Y | -24.2% | +5.3% | -29.5% | -26.6% |
| All | -20.0% | +44.4% | -64.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling